This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods. Reinforcement learning(Q-learning) is applied to generate the optimal trading policy based on the sentiment signal. The predicting power of the sentiment signal is more significant if the stock price is driven by the expectation of the company growth and when the company has a major event that draws the public attention. The optimal trading strategy based on reinforcement learning outperforms the trading strategy based on the machine learning prediction.
University of Alberta（阿尔伯塔大学）；Alberta Machine Intelligence Institute（阿尔伯塔机器智能研究所）
Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of reliable labelled data that considers physical and physiological factors that dictate the ups and downs of the market, has hindered the supervised learning attempts for dependable predictions. To learn a good policy for trading, we formulate an approach using reinforcement learning which uses traditional time series stock price data and combines it with news…
Universidade de São Paulo（圣保罗大学）；Centro Universitário FEI（FEI大学中心）
The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers. Reinforcement Learning (RL) and Natural Language Processing have gained notoriety in these single-asset trading tasks, but only a few works have explored their combination. Moreover, some issues are still not addressed, such as extracting market sentiment momentum through the explicit capture of sentiment features that reflect the market condition over time and assessing the consistency and stability of RL results in different situations. Filling thi…
The rise in popularity and ubiquity of Twitter has made sentiment analysis of tweets an important and well-covered area of research. However, the 140 character limit imposed on tweets makes it hard to use standard linguistic methods for sentiment classification. On the other hand, what tweets lack in structure they make up with sheer volume and rich metadata. This metadata includes geolocation, temporal and author information. We hypothesize that sentiment is dependent on all these contextual factors. Different locations, times and authors have different emotional valences. In this paper, we e…
University American College Skopje（斯科普里美国学院）；Qatar Computing Research Institute（卡塔尔计算研究所）；HBKU（哈马德·本·哈利法大学）
We present work on sentiment analysis in Twitter for Macedonian. As this is pioneering work for this combination of language and genre, we created suitable resources for training and evaluating a system for sentiment analysis of Macedonian tweets. In particular, we developed a corpus of tweets annotated with tweet-level sentiment polarity (positive, negative, and neutral), as well as with phrase-level sentiment, which we made freely available for research purposes. We further bootstrapped several large-scale sentiment lexicons for Macedonian, motivated by previous work for English. The impact …
LIAAD - INESC TEC；Faculty of Sciences-University of Porto（波尔图大学理学院）；Saarland University（萨尔大学）；Google Research（谷歌研究院）；Bayero University（巴耶罗大学）；Ahmadu Bello University（艾哈迈杜·贝罗大学）；Microsoft Research India（微软研究院印度）；Technical University of Munich（慕尼黑工业大学）；Clear Global；Kaduna state University（卡杜纳州立大学）
Sentiment analysis is one of the most widely studied applications in NLP, but most work focuses on languages with large amounts of data. We introduce the first large-scale human-annotated Twitter sentiment dataset for the four most widely spoken languages in Nigeria (Hausa, Igbo, Nigerian-Pidgin, and Yorùbá ) consisting of around 30,000 annotated tweets per language (and 14,000 for Nigerian-Pidgin), including a significant fraction of code-mixed tweets. We propose text collection, filtering, processing and labeling methods that enable us to create datasets for these low-resource languages. We …
Social media users share their ideas, thoughts, and emotions with other users. However, it is not clear how online users would respond to new research outcomes. This study aims to predict the nature of the emotions expressed by Twitter users toward scientific publications. Additionally, we investigate what features of the research articles help in such prediction. Identifying the sentiments of research articles on social media will help scientists gauge a new societal impact of their research articles.
What are the limits of automated Twitter sentiment classification? We analyze a large set of manually labeled tweets in different languages, use them as training data, and construct automated classification models. It turns out that the quality of classification models depends much more on the quality and size of training data than on the type of the model trained. Experimental results indicate that there is no statistically significant difference between the performance of the top classification models. We quantify the quality of training data by applying various annotator agreement measures,…
The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our algorithm seeks to use historical prices and sentiment of tweets to forecast the price of Bitcoin. In this study, we develop an end-to-end model that can forecast the sentiment of a set of tweets (using a Bidirectional Encoder Representations from Transformers - based Neural Network Model) and forecast the price of Bitcoin (using Gated Recurrent Unit) using t…
Universitas Islam Riau（廖内伊斯兰大学）；Universitas Lancang Kuning（兰昌昆宁大学）；University of Riau（廖内大学）
Twitter is one of the top influenced social media which has a million number of active users. It is commonly used for microblogging that allows users to share messages, ideas, thoughts and many more. Thus, millions interaction such as short messages or tweets are flowing around among the twitter users discussing various topics that has been happening world-wide. This research aims to analyse a sentiment of the users towards a particular trending topic that has been actively and massively discussed at that time. We chose a hashtag \textit{\#kpujangancurang} that was the trending topic during th…
Leveraging Twitter Data for Sentiment Analysis of Transit User Feedback: An NLP Framework
Department of Civil and Environmental Engineering（土木与环境工程系）；The Pennsylvania State University（宾夕法尼亚州立大学）；College of Information Sciences and Technology（信息科学与技术学院）
Today's business ecosystem has become very competitive. Customer satisfaction has become a major focus for business growth. Business organizations are spending a lot of money and human resources on various strategies to understand and fulfill their customer's needs. But, because of defective manual analysis on multifarious needs of customers, many organizations are failing to achieve customer satisfaction. As a result, they are losing customer's loyalty and spending extra money on marketing. We can solve the problems by implementing Sentiment Analysis. It is a combined technique of Natural Lan…
Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
International Digital Economy Academy (IDEA)（国际数字经济学院（IDEA））；The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；Data Science and Analytics Thrust, The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州）数据科学与分析学域）；Financial Technology Thrust, The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州）金融科技学域）
A Unified Multi-Modal Framework for Intelligent Financial Systems: Integrating Reinforcement Learning, High-Frequency Trading, and Game-Theoretic Approaches with Cross-Modal Sentiment Analysis
Henan University, International Eurasia College（河南大学，国际欧亚学院）；City University of Hong Kong, College of Business（香港城市大学，商学院）；Northeastern University, School of Electronic and Information Engineering（东北大学，电子与信息工程学院）
